SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.280 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1276773897 |
Valor | 127677389 |
Symbol | GENAJB |
Strike | 50.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 15.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 03/07/2023 |
Date of maturity | 20/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Julius Bär |
Implied volatility | 0.31% |
Leverage | 6.70 |
Delta | 0.57 |
Gamma | 0.06 |
Vega | 0.13 |
Distance to Strike | 0.42 |
Distance to Strike in % | 0.86% |
Average Spread | 3.69% |
Last Best Bid Price | 0.28 CHF |
Last Best Ask Price | 0.29 CHF |
Last Best Bid Volume | 900,000 |
Last Best Ask Volume | 300,000 |
Average Buy Volume | 900,000 |
Average Sell Volume | 300,000 |
Average Buy Value | 239,819 CHF |
Average Sell Value | 82,940 CHF |
Spreads Availability Ratio | 97.92% |
Quote Availability | 97.92% |